+213.3%
GLD vs VSH
+170.2%
+43.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.7% |
| 7D | +0.7% | +6.2% | -5.5% | +0.5% |
| 30D | +0.3% | -11.1% | +11.4% | +0.7% |
| 3M | +0.6% | -44.9% | +45.5% | +2.3% |
| 6M | -15.6% | +90.0% | -105.5% | -17.2% |
| YTD | +0.9% | +118.8% | -117.9% | -1.3% |
| 1Y | +19.4% | +109.0% | -89.6% | +16.9% |
| 3Y | +124.5% | +35.6% | +88.8% | +120.7% |
| 5Y | +138.9% | +66.7% | +72.2% | +133.9% |
| 10Y | +213.3% | +167.9% | +45.3% | +213.1% |
| All | +213.3% | +170.2% | +43.1% | +213.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling